-62.4%
ZTS vs QS
-74.8%
+12.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | +0.1% |
| 7D | -3.8% | -4.2% | +0.5% | -3.5% |
| 30D | -2.0% | -15.7% | +13.6% | -1.0% |
| 3M | -10.2% | -28.7% | +18.5% | -8.6% |
| 6M | -39.4% | -23.2% | -16.2% | -38.9% |
| YTD | -40.8% | -49.9% | +9.1% | -38.7% |
| 1Y | -50.1% | -38.8% | -11.3% | -49.9% |
| 3Y | -58.9% | -24.0% | -34.9% | -62.1% |
| 5Y | -62.4% | -75.6% | +13.2% | -65.3% |
| All | -62.4% | -74.8% | +12.4% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling